Check out the Singh-Ray website for useful information on graduated ND filters. I have his Blue-Gold Polarizer and it is an amazing filter. As soon as I can justify it to "The Accountant" I plan to buy the Singh-Ray variable ND filter.
You can replicate a lot of filtering effects in PS, so I don't think you need so many of them. But there are filters that PS cannot mimmick.
A polarizer is a must, not only to deepen the blue sky, but also to control relfections on the water or on glass surfaces. This you have already. But think in terms of quality. Don't compromise for a cheap filter that's going to waste a megabuck lens. Even if you use an ordinary lens, use the best filter : I have bad eyesight and that's why I keep my glasses as clean as possible.
Imperatively get a gradual neutral to control highlights in large areas of your scenic shots, like from white clouds. You have a choice of 1 stop or 2 stop density. The second is rather noticeable, while the first will not reveal itself. I only use the one stop. During the winter, I use the neutral grad upside down to hold the reflecions on the snow. You can even use it to split your image vertically, say for example in a porch of a gothic church were you want to capture details in the sun and in the shade.
Then there some "novelties" filters. I have two with which I have real fun. The Infrared (you have seen us use one on our Montreal outing) is great and innovative. I also have a Blue-Gold that I combine with the polarizer. This is like having a drink. It's fun but you have to watch your dosage.
Gosh Gilles, that's really dependant on your subject matter and what kind of photography you normally find yourself shooting. It might also depend somewhat on your environment. Here is what I normally find myself carrying:
Clear or Skylight 1A: This I usually keep on my lens always. Simply because I think its good practice to have something as a protection against the lens glass itself. Modern lenses and sensors don't need much UV blocking, but often a clear filter cost more than a Skylight/UV. Some Skylight's add just a tad warming to the image, hardly noticeable. If you don't like that you can look for a clear filter.
Tiffen Soft FX: This is a soft diffusion filter, great for people photography and portraits. It comes in different strengths, I use a medium level. It has the ability to give a nice soft touch to faces, and dimish blemishes, scars, etc. Tiffen has several varieties of these type of effects filters. I like the SoftFX because its very subtle and doesn't look like an "effect".
Warmup 81A or 81B: I love having a warming filter. Especially outdoors but the softer one even indoors sometimes. If you shoot outdoor landscapes, nature or people, a warming filter can simply bring out the richer tones you'd normally see with better light, or as if you were always shooting during that sweet time of day just before dusk. This may be a generalization, but its more or less true, or true enough to have one with you once you know what scenes will most benefit. Sometimes I take the warmup off during that sweet spot of the day or it could be too much. I come from Velvia chrome shooting, so I'm always trying to get better color out of digital and a warmup helps. I love the richer tones.
ND/Neutral Graduated: Comes in different levels. Good to have 2 within a few stops of each other. A must for landscape type work, when you have too large a range of light difference between foreground/background, sky/ground, etc. I don't use it much but its indespensable when you need it, because you can't fix that kind of thing very easily in PS. When you can it's very time consuming and never as good as getting it right in the camera.
Circular Polarizer: A must for landscape and beach scenes. Cuts reflections from water, glass, etc. Can darken or lighten the scene in general. Can focus the photons in variable directions, allowing you to tune in the hues a little bit. Takes an average of 2 stops of light. Can acheive deep color tones combined with a warmup filter, if you have enough light for that.
If you only have one filter, for me its a clear or skylight 1A and I keep it on the lens always. Its good protection for your lens itself, and makes cleaning it easier as well. I don't like anything to touch the actual lens glass any more than necessary. It always keeps it protected from the elements, which could be sand, bugs, atmospheric particles you don't see, etc. And if you bang it into a wall or something otherwise dreadful, usually you can simply replace the filter which took the heat while protecting the lens.
Thank you very for your answers, the big problem I had on the weekend was the contrast that was too great between the top of building and the sides which i guess would require a split neutral density filter.
Sounds like you're right on that one. ND's most often come as square filters, and you can easily move the dividing line up and down or side to side to place it where you want it. But you can find them in round screw-in filters as well. If you do get a square filter they are cheaper, and you can look for other filters to stack in the same square holder. The only problem with it is that using square filters and holders is a bit cumbersome and awkward, but on the other hand its much cheaper because you can use the same filters on lenses of different sizes if you get the holder adapter to match each lens you use.
You can also take care of a little graduation in PS, but if you blow your highlights you won't get them back, and obviously you'll end up with noise if you brighten up areas that are just too dark.
There are even ways of taking care of the dynamic range challenges with PS now. If you use a tripod, it's easier to take a number of varying exposures and work with the program to come up with a great composite exposure. In my mind, this is a lot easier that trying to line up the right split ND with whatever brightness boundary might exist.
Right now, all I carry are regular NDs for long exposure or wide apertures in bright sunlight, polarizers for glass/water, and clear or UV for nasty environments.
I know what you're talking about, though I forget the three letter acronym for it. It is like 48 bit combined or something? I havent personally played with that, although I've read about it well enough. I'll tell you one thing however, taking multiple original shots, compositing them and layering them and attempting to balance exposure and everything else is in no way easier than simply using the right filter for the job (or the right lens for the job) in the first shot from the beginning. There is a time and a place for everything, and if you blow your highlights or lose your shadows, no program is going to bring them back, because the camera wasn't able to record them in the first place.
...but PS does the compositing, layering, etc. automatically. True, if you can stretch the dynamics range in the original photo, so much the better. But unless you have the usual somewhat level horizon, grad NDs aren't going to work - not until digital expands its dynamic range.
Melissa i haven't done any IR as now and i dont think the D2X is great for that. Right now i am waiting for a Singn-Ray variable ND filter that i hope to have before the end of autumn colors but after a week i did'nt heard from them. The polariser is the only one i have and like it very much to increase the saturation of colors in a lot of case.